When you are new to the world of off-roading there are some things you must know and have. Two top things are training and a good solid course in safety. Some may think these two things go hand in hand. If you are learning or being trained how to drive your Jeep or other off road vehicle on various terrains you would like to think you are learning safety along the way, however, that is not always the case. Seek out in the region you are in an off-roading club or a driving safety class designated to off-roading. Some off-roading organizations have people who are more than happy to help you learn the ropes, and if you know of one of these people great! If not, there was a blog posted earlier of once such course designed just for off-roaders. Learning the ins and outs of the various terrains you can come across off-roading will make a huge difference in your experience off-roading, safety, and the condition of your off-roading vehicle after you exit the trails.
Along the lines of safety, every first timer and even old timer off-roader should carry with them at all times a first aid kit, ample water in case of being stranded, fire extinguisher, flares, and blankets. Another wise thing to have installed in your off-roading vehicle is a CB radio and to have more access to more radio frequencies, you may want to consider getting a ham radio operators license.
You will need a recovery strap (20,000 pound rated). A recovery strap is not a towrope! Tow points should be welded into the frame of your off roading vehicle if they do not already exist. The tow points should be done by a professional and rated GVW.
If you intend on off-roading in your off road vehicle, switch out the highway tires with a good set of all terrain or mud terrain tires, depending on the terrain you intend playing on. Highway tires are designed for man made roadways, not mudding or rock climbing. Make sure you carry along with you a complete tire kit including a tire gauge, deflator, plug kit, hi-lift jack, air compressor, and tire iron and other necessary tools.
A winch and winch accessories is a great thing to have along with you! If not for your own personal use, you may just come across the time a fellow of roader may need a hand. Winch accessories are items like a tree strap, pulley, D-rings, and gloves.
Last but not least and should be in every vehicle, off-roader or not, is a tool kit consisting of all the basics, but for the off roaders, throw a huge hammer in on the mix too! Use your head and leave prepared. It is better to be overly covered than caught with your pants down.